Windows firewall rules not allowing a program located under your user profile path
If you use the file browser dialog when allowing a program through the Windows' firewall, part of the file's path could be automaticaly replaced by %USERPROFILE% if the file is located under your personal folder, for example, on your desktop. The rule you've just added in the firewall will, in this case, simply NOT work... Copy paste the full path (C:\Users\YourName\...) instead of %USERPROFILE% in the text field and it should do the trick.